Výsledky vyhledávání - "Saeed Vahdati"

Akademický článek

Timeline and Wavelets Method for Pricing Cash-or-Nothing Options

Publikováno v: Mathematics Interdisciplinary Research, Vol 9, Iss 3, Pp 315-331 (2024)

This study investigates the application of the Haar wavelet method as an innovative and effective approach for valuing financial derivatives‎, ‎particularly cash-or-nothing options‎. ‎Valuing derivatives is a complex task in finance‎, ‎re

Externí odkaz: https://doaj.org/article/21d40af1dc534131823caf6f0aef0f14

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Akademický článek

Pricing asset-or-nothing options using Haar wavelet

Autor: Saeed Vahdati, Foad Shokrollahi

Publikováno v: Mathematics and Modeling in Finance, Vol 4, Iss 1, Pp 19-35 (2024)

This article proposes a new numerical technique for pricing asset-or-nothing options using the Black-Scholes partial differential equation (PDE). We first use the θ−weighted method to discretize the time domain, and then use Haar wavelets to appro

Externí odkaz: https://doaj.org/article/efc4bf92d62a442cb948a3a9bb4368c5

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Option pricing using a computational method based on reproducing kernel

Autor: M. Ghasemi, Mojtaba Fardi, Saeed Vahdati

Publikováno v: Journal of Computational and Applied Mathematics. 328:252-266

One of the most important subject in financial mathematics is the option pricing. The most famous result in this area is Black–Scholes formula for pricing European options. This paper is concerned with a method for solving a generalized Black–Sch

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::b255bc434c15c04548eae881ebc2c995
https://doi.org/10.1016/j.cam.2017.05.032

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New construction of wavelets base on floor function

Autor: Zulkifly Abbas, Kamel Ariffin Mohd Atan, M. Tavassoli Kajani, Saeed Vahdati

Publikováno v: Applied Mathematics and Computation. 210:473-478

In this paper, the properties of the floor function has been used to find a function which is one on the interval [0,1) and is zero elsewhere. The suitable dilation and translation parameters lead us to get similar function corresponding to the inter

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::586d2ed82f7be87918537ab79007fd93
https://doi.org/10.1016/j.amc.2009.01.065

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Application of Rational Second Kind Chebyshev Functions for System of Integrodifferential Equations on Semi-Infinite Intervals

Autor: Mohammad Maleki, Saeed Vahdati, M. Tavassoli Kajani, Zulkifly Abbas

Publikováno v: Journal of Applied Mathematics, Vol 2012 (2012)
J. Appl. Math.

Rational Chebyshev bases and Galerkin method are used to obtain the approximate solution of a system of high-order integro-differential equations on the interval [0,∞). This method is based on replacement of the unknown functions by their truncated

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d50d8287732581308859cb284d0fce1b
https://doaj.org/article/884409387bd846daa0005719fc3b16ea

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